1 In [41]: a=[1,2,3,4,5,5,6,6,7,8,8,9,9] # list类型数组
2
3 In [42]: b=nu.mean(a) #调用numpy.mean方法计算数组元素的算术平均值
4 In [43]: b
5 Out[43]: 5.615384615384615
6
7 In [44]: b=nu.var(a) # 调用numpy.var方法计算数组元素方差
8 In [45]: b
9 Out[45]: 6.2366863905325447
10
11
12 In [46]: b=nu.diff(a) # diff方法返回相邻数组元素之间差所组成的数组
13 In [48]: b
14 Out[48]: array([1, 1, 1, 1, 0, 1, 0, 1, 1, 0, 1, 0]) # 注意返回的是numpy.darray类型
15
16 In [49]: b=nu.std(a) # 调用std方法计算数组元素标准差
17 In [50]: b
18 Out[50]: 2.4973358585766041
19
20 In [53]: b=nu.log(a) # 调用log方法计算元素的对数
21 In [54]: b # 当a数组中元素为收益率时，b则为对数收益率数组
22 Out[54]:
23 array([ 0. , 0.69314718, 1.09861229, 1.38629436, 1.60943791,
24 1.60943791, 1.79175947, 1.79175947, 1.94591015, 2.07944154,
25 2.07944154, 2.19722458, 2.19722458])
